Jeffreys's law for general games of prediction: in search of a theory

We are interested in the following version of Jeffreys's law: if two predictors are predicting the same sequence of events and either is doing a satisfactory job, they will make similar predictions in the long run. We give a classification of instances of Jeffreys's law, illustrated with e...

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Bibliographic Details
Main Authors Dawid, A. P, Vovk, V. G
Format Journal Article
LanguageEnglish
Published 22.12.2009
Subjects
Mathematics - Statistics Theory
Statistics - Theory
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Summary:We are interested in the following version of Jeffreys's law: if two predictors are predicting the same sequence of events and either is doing a satisfactory job, they will make similar predictions in the long run. We give a classification of instances of Jeffreys's law, illustrated with examples.
DOI:10.48550/arxiv.0912.4365